Risk Neutral Density Extraction Package

Extract the implied risk neutral density from options using various methods.


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Reference manual

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install.packages("RND")

1.2 by Kam Hamidieh, 2 years ago


Browse source code at https://github.com/cran/RND


Authors: Kam Hamidieh <[email protected]>


Documentation:   PDF Manual  


Task views: Empirical Finance


GPL (>= 2) license



See at CRAN